NTFS security/permissions. NTFS uses Security Identifiers (those S-1-X-xx-xxxxxxxxxxxxxxxxxxxxxxxxx..... things).
All files and folders on my transplanted (originally hard drive was on my old XP machine) have some S-1-x-xxxxx as the OWNER. To view this OWNER, right-click any folder/file, click on properties (context menu), then on the SECURITY tab in applet, and then on ADVANCED tile and then on the OWNER tab.
I see a S-1-x-... owner there. The reason, I assume, that Windows is displaying it that way as it's an unknown entity. The rest of the "users" on my machine, AUTHENTICATED USERS, ADMINISTRATOR, SYSTEM are "predefined" to some degree and are transportable from machine to machine. This S-1-x-.... is likely a MACHINE-DEPENDENT SID (probably USER=Jim when on old XP machine) that is generated by Windows and somehow has the machine name encoded within the SID string. So, Windows 7 doesn't understand this S-1-x SID and reacts accordingly.
So, when I right-click on one of these files/folders that are owned by this old XP "user" S-1-x-..... to delete it, the context popup window has that little blue/yellow "shield" icon next to the DELETE and RENAME options. Windows is likely doing this because the owner of this file isn't in some magic NTFS security list somewhere and he's notifying me of such. So, it seems Windows won't provide a delete confirmation pop-up window when the owner of the file/folder to be deleted isn't on the NTFS security list (somewhere).
I tested this by COPYING (via the current Windows 7 PC) one of these S-1-x-.... owned files from one partition on this XP hard drive to another partition on the same XP hard drive . If I now right-click the new file/folder, it shows USERS/Jim as the OWNER. If I try to delete it, I do NOT get that little blue/yellow shield, and I DO get the confirmation pop-up dialog box.
I will attempt to change the ownership of the whole XP hard drive (E and F partitions) to USER/Jim (or SYSTEM as the D partition shows in Windows 7 hard drive).